Narrow search
Showing 1 - 3 of 3
Cover Image
Trends in disguise
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 58-71
Persistent link: https://www.econbiz.de/10011299197
Cover Image
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin; Tao, Jamie; Wong, Bernard; Yang, Xinda - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
Cover Image
An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events
Brown, Garfield O.; Buckley, Winston S. - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 2, pp. 270-284
Persistent link: https://www.econbiz.de/10011621190